According to the Bureau of Labor and Statistics, Albuquerque lost more jobs than any city in America last year.

"We've lost about 4,800 jobs and in the last month alone 400 that are either directly or indirectly related to federal jobs," Martinez said. "We're going to lose disproportionately to other states because we are so dependent on federal jobs."

When asked what the governor has to say to out-of-work New Mexicans, she said, "They have to stay vigilant in looking for those jobs."

Meanwhile, Martinez pledged to do her part.

"Our priorities number one is to bring jobs, make sure that the jobs that we have here today, keep their doors open," Martinez said.

For the upcoming legislative session, the governor said she's asking lawmakers to make the state more competitive and cut the corporate income tax from 7.6 percent to 4.9 percent.

However, the government watchdog group Progress Now is blasting the governor's agenda.

The group released a statement saying, "This administration has adopted a fatalistic approach to job creation. They claim that government can't grow jobs and business doesn't want to move here. Then they slash the funding of any agency looking to prove otherwise. It makes no sense, but it's our reality."

The governor said she plans on fighting for jobs at New Mexican bases and labs but that the state needs to diversify and attract new businesses.